-66.6%
CHTR vs DVA
+89.6%
-156.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -4.1% | -1.3% | -2.8% | -4.0% |
| 30D | -3.0% | 0.0% | -3.0% | -3.0% |
| 3M | +4.8% | -10.9% | +15.7% | +5.7% |
| 6M | -35.0% | +17.3% | -52.3% | -37.3% |
| YTD | -30.2% | +59.8% | -90.0% | -36.2% |
| 1Y | -44.8% | +36.3% | -81.0% | -48.3% |
| 3Y | -66.6% | +88.6% | -155.2% | -69.5% |
| All | -66.6% | +89.6% | -156.2% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling